Stochastic viability for regular closed sets in Hilbert spaces (Q413811): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / review text | |||
Summary: We present necessary and sufficient conditions to guarantee that at least one solution of an infinite dimensional stochastic differential equation, which starts from a regular closed subset \(K\) of an Hilbert space, remains in \(K\) for all times. | |||
Property / review text: Summary: We present necessary and sufficient conditions to guarantee that at least one solution of an infinite dimensional stochastic differential equation, which starts from a regular closed subset \(K\) of an Hilbert space, remains in \(K\) for all times. / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60H15 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60J70 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6031540 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
stochastic viability | |||
Property / zbMATH Keywords: stochastic viability / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
stochastic differential equations in infinite dimensions | |||
Property / zbMATH Keywords: stochastic differential equations in infinite dimensions / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
distance function | |||
Property / zbMATH Keywords: distance function / rank | |||
Normal rank |
Revision as of 19:10, 29 June 2023
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic viability for regular closed sets in Hilbert spaces |
scientific article |
Statements
Stochastic viability for regular closed sets in Hilbert spaces (English)
0 references
8 May 2012
0 references
Summary: We present necessary and sufficient conditions to guarantee that at least one solution of an infinite dimensional stochastic differential equation, which starts from a regular closed subset \(K\) of an Hilbert space, remains in \(K\) for all times.
0 references
stochastic viability
0 references
stochastic differential equations in infinite dimensions
0 references
distance function
0 references